Contemporaneous Statistics for Estimation in Stochastic Actor-Oriented Co-evolution Models
Author
Abstract
Suggested Citation
DOI: 10.1007/s11336-019-09676-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Schweinberger, Michael & Snijders, Tom A.B., 2007. "Markov models for digraph panel data: Monte Carlo-based derivative estimation," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4465-4483, May.
- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-1054, July.
- Whitney K. Newey & Frank Windmeijer, 2009. "Generalized Method of Moments With Many Weak Moment Conditions," Econometrica, Econometric Society, vol. 77(3), pages 687-719, May.
- Train,Kenneth E., 2009.
"Discrete Choice Methods with Simulation,"
Cambridge Books,
Cambridge University Press, number 9780521766555.
- Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387, November.
- Kenneth Train, 2003. "Discrete Choice Methods with Simulation," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr2.
- Gallant, A. Ronald & Hsieh, David & Tauchen, George, 1997.
"Estimation of stochastic volatility models with diagnostics,"
Journal of Econometrics, Elsevier, vol. 81(1), pages 159-192, November.
- Gallant, A. Ronald & Hsieh, David & Tauchen, George, 1995. "Estimation of Stochastic Volatility Models with Diagnostics," Working Papers 95-36, Duke University, Department of Economics.
- Hansen, Lars Peter & Singleton, Kenneth J, 1982. "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," Econometrica, Econometric Society, vol. 50(5), pages 1269-1286, September.
- Kenneth Bollen & Stanislav Kolenikov & Shawn Bauldry, 2014. "Model-Implied Instrumental Variable—Generalized Method of Moments (MIIV-GMM) Estimators for Latent Variable Models," Psychometrika, Springer;The Psychometric Society, vol. 79(1), pages 20-50, January.
- Jee-Seon Kim & Edward Frees, 2007. "Multilevel Modeling with Correlated Effects," Psychometrika, Springer;The Psychometric Society, vol. 72(4), pages 505-533, December.
- Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald, 1999. "Redundancy of moment conditions," Journal of Econometrics, Elsevier, vol. 91(1), pages 89-111, July.
- Mathis Schulte & N. Andrew Cohen & Katherine J. Klein, 2012. "The Coevolution of Network Ties and Perceptions of Team Psychological Safety," Organization Science, INFORMS, vol. 23(2), pages 564-581, April.
- Snijders, Tom A.B. & Lomi, Alessandro, 2019. "Beyond homophily: Incorporating actor variables in statistical network models," Network Science, Cambridge University Press, vol. 7(1), pages 1-19, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hu, Zhibin & Wu, Guangdong & Han, Yilong & Niu, Yanliang, 2023. "Unraveling the dynamic changes of high-speed rail network with urban development: Evidence from China," Socio-Economic Planning Sciences, Elsevier, vol. 85(C).
- Colin Gallagher & Dean Lusher & Johan Koskinen & Bopha Roden & Peng Wang & Aaron Gosling & Anastasios Polyzos & Martina Stenzel & Sarah Hegarty & Thomas Spurling & Gregory Simpson, 2023. "Network patterns of university-industry collaboration: A case study of the chemical sciences in Australia," Scientometrics, Springer;Akadémiai Kiadó, vol. 128(8), pages 4559-4588, August.
- Tom A.B. Snijders & Malick Faye & Julien Brailly, 2020. "Network dynamics with a nested node set: Sociability in seven villages in Senegal," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 74(3), pages 300-323, August.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, 2014.
"Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve,"
Journal of Economic Literature, American Economic Association, vol. 52(1), pages 124-188, March.
- Sophocles Mavroeidis & Mikkel Plagborg-Møller & James H. Stock, "undated". "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Working Paper 84656, Harvard University OpenScholar.
- Mavroeidis, Sophocles & Plagborg-Moller, Mikkel & Stock, James H., 2014. "Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve," Scholarly Articles 22795845, Harvard University Department of Economics.
- Stanislav Anatolyev, 2007.
"Optimal Instruments In Time Series: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 143-173, February.
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, Center for Economic and Financial Research (CEFIR).
- Stanislav Anatolyev, 2005. "Optimal Instruments in Time Series: A Survey," Working Papers w0069, New Economic School (NES).
- Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Sølvsten, Mikkel, 2020. "Robust estimation with many instruments," Journal of Econometrics, Elsevier, vol. 214(2), pages 495-512.
- Mardi Dungey & Vitali Alexeev & Jing Tian & Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91, pages 1-24, June.
- Alastair R. Hall & Fernanda P. M. Peixe, 2003.
"A Consistent Method for the Selection of Relevant Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 22(3), pages 269-287, January.
- Alastair Hall & Fernanda P. M. Peixe, 2000. "A Consistent Method for the Selection of Relevant Instruments," Econometric Society World Congress 2000 Contributed Papers 0790, Econometric Society.
- Ludvigson, Sydney C., 2013.
"Advances in Consumption-Based Asset Pricing: Empirical Tests,"
Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 799-906,
Elsevier.
- Sydney C. Ludvigson, 2011. "Advances in Consumption-Based Asset Pricing: Empirical Tests," NBER Working Papers 16810, National Bureau of Economic Research, Inc.
- Shi, Zhentao, 2016. "Econometric estimation with high-dimensional moment equalities," Journal of Econometrics, Elsevier, vol. 195(1), pages 104-119.
- Bansal, Ravi & Kiku, Dana & Yaron, Amir, 2016.
"Risks for the long run: Estimation with time aggregation,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 52-69.
- Ravi Bansal & Dana Kiku & Amir Yaron, 2012. "Risks For the Long Run: Estimation with Time Aggregation," NBER Working Papers 18305, National Bureau of Economic Research, Inc.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2015.
"High dimensional generalized empirical likelihood for moment restrictions with dependent data,"
Journal of Econometrics, Elsevier, vol. 185(1), pages 283-304.
- Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong, 2014. "High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data," MPRA Paper 59640, University Library of Munich, Germany.
- Smoluk, H. J. & Neveu, Raymond P., 2002. "Consumption and asset prices: An analysis across income groups," Review of Financial Economics, Elsevier, vol. 11(1), pages 47-62.
- Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
- Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J, 1995.
"Econometric Evaluation of Asset Pricing Models,"
The Review of Financial Studies, Society for Financial Studies, vol. 8(2), pages 237-274.
- Lars Peter Hansen & John Heaton & Erzo G.J. Luttmer, 1993. "Econometric Evaluation of Asset Pricing Models," NBER Technical Working Papers 0145, National Bureau of Economic Research, Inc.
- Epstein, Larry G. & Zin, Stanley E., 2001.
"The independence axiom and asset returns,"
Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
- Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
- Carmich[ae]l, Benoit & Samson, Lucie, 2005. "Consumption growth as a risk factor? Evidence from Canadian financial markets," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 83-101, February.
- Votinov, A., 2022. "The effects of additional non-stationary processes on the properties of DSGE-models," Journal of the New Economic Association, New Economic Association, vol. 55(3), pages 28-43.
- Lapo Filistrucchi & Tobias J. Klein, 2013. "Price Competition in Two-Sided Markets with Heterogeneous Consumers and Network Effects," Working Papers 13-20, NET Institute.
- Tadadjeu, Sosson & Njangang, Henri & Asongu, Simplice A. & Kamguia, Brice, 2023.
"Natural resources, child mortality and governance quality in African countries,"
Resources Policy, Elsevier, vol. 83(C).
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021. "Natural resources, child mortality and governance quality in African countries," Working Papers of the African Governance and Development Institute. 21/027, African Governance and Development Institute..
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021. "Natural resources, child mortality and governance quality in African countries," Working Papers 21/027, European Xtramile Centre of African Studies (EXCAS).
- Tadadjeu, Sosson & Njangang, Henri & Asongu, Simplice & Kamguia, Brice, 2021. "Natural resources, child mortality and governance quality in African countries," MPRA Paper 110597, University Library of Munich, Germany.
- Sosson Tadadjeu & Henri Njangang & Simplice A. Asongu & Brice Kamguia, 2021. "Natural resources, child mortality and governance quality in African countries," Research Africa Network Working Papers 21/027, Research Africa Network (RAN).
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney K. Newey, 2014.
"Local Identification of Nonparametric and Semiparametric Models,"
Econometrica, Econometric Society, vol. 82(2), pages 785-809, March.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 37/12, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers 17/11, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011. "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers 1795R, Cowles Foundation for Research in Economics, Yale University, revised Nov 2012.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP17/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2012. "Local identification of nonparametric and semiparametric models," CeMMAP working papers CWP37/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
More about this item
Keywords
generalized method of moments; networks; behaviour; panel data; stochastic actor-oriented model; stochastic approximation;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:84:y:2019:i:4:d:10.1007_s11336-019-09676-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.